| Metric | 11388344:btcusd:triple_med_gx:lsma85_90 | 11388344:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -9.29% | 75.42% |
| Max Drawdown | -15.7% | -29.51% |
| Sharpe | -0.33 | 0.63 |
| Sortino | -0.41 | 0.92 |
| Payoff Ratio | 0.75 | 0.77 |
| Profit Factor | 0.53 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.13 | 0.44 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 308.96 | 2.18 |
| Outlier Loss Ratio | 1.62 | 2.13 |
| Volatility (ann.) | 6.06% | 24.55% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.53 | 2.19 |
| Skew | -6.76 | 0.2 |
| Kurtosis | 686.65 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.69% | 4.1% |
| Expected Yearly % | -4.76% | 32.45% |
| Kelly Criterion | -58.13% | -10.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.07% |
| Expected Shortfall (cVaR) | -0.53% | -2.07% |
| Year | 11388344:BTCUSD | 11388344:btcusd:triple_med_gx:lsma85_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.34 | -0.35 | - |
| 2025 | 27.10 | 4.67 | 0.17 | - |
| Metric | 11388344:btcusd:triple_med_gx:lsma85_90 | 11388344:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.0% | 41.88% |
| 6M | 4.67% | 22.91% |
| YTD | 4.67% | 27.1% |
| 1Y | -9.19% | 82.29% |
| 3Y (ann.) | -8.29% | 64.73% |
| 5Y (ann.) | -8.29% | 64.73% |
| Metric | 11388344:btcusd:triple_med_gx:lsma85_90 | 11388344:BTCUSD |
|---|---|---|
| Max Drawdown | -15.7% | -29.51% |
| Longest DD Days | 404.0 | 144.0 |
| Avg. Drawdown | -15.7% | -4.71% |
| Avg. Drawdown Days | 404.0 | 14.0 |
| Recovery Factor | -0.59 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-07-17 | -15.70 | 404 |
| Metric | 11388344:btcusd:triple_med_gx:lsma85_90 | 11388344:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 7.42% | 18.93% |
| Worst Week | -11.99% | -12.33% |
| Best Month | 7.42% | 37.42% |
| Worst Month | -11.99% | -17.69% |
| Best Year | 4.67% | 38.02% |
| Worst Year | -13.34% | 27.1% |
| Avg. Up Day | 1.23% | 1.26% |
| Avg. Down Day | -1.64% | -1.63% |
| Avg. Up Week | 0.37% | 12.22% |
| Avg. Down Week | -4.88% | -3.84% |
| Avg. Up Month | 3.9% | 10.73% |
| Avg. Down Month | -3.95% | -9.25% |
| Win Days % | 32.0% | 51.89% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 28.57% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |